+254.5%
QCOM vs TRU
+238.0%
+16.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.6% |
| 7D | +3.3% | -6.8% | +10.1% | +6.3% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | -30.1% | +13.3% | -43.4% | -35.0% |
| 6M | +22.8% | +3.4% | +19.4% | +18.0% |
| YTD | +0.2% | -6.4% | +6.6% | -0.4% |
| 1Y | +7.9% | -9.7% | +17.5% | +8.0% |
| 3Y | +55.8% | +0.1% | +55.7% | +40.7% |
| 5Y | +30.1% | -34.0% | +64.1% | +40.5% |
| 10Y | +248.9% | +147.9% | +101.0% | +119.7% |
| All | +254.5% | +238.0% | +16.5% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling